Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 4.14% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 49'908 | 49'908 | 11'854 CHF | 12'354 CHF | 98.22% | 98.22% |
15.05.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 49'911 | 49'911 | 9'996 CHF | 10'496 CHF | 99.02% | 99.02% |
14.05.2024 | 5.58% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 49'970 | 49'970 | 8'751 CHF | 9'251 CHF | 99.26% | 99.26% |
13.05.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 10'031 CHF | 10'631 CHF | 99.64% | 99.64% |
10.05.2024 | 6.15% | 0.16 CHF | 0.17 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 9'456 CHF | 10'056 CHF | 100.00% | 100.00% |
08.05.2024 | 7.28% | 0.14 CHF | 0.15 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 9'324 CHF | 10'024 CHF | 98.88% | 98.88% |
07.05.2024 | 8.66% | 0.11 CHF | 0.12 CHF | 70'000 | 70'000 | 69'887 | 69'887 | 7'752 CHF | 8'452 CHF | 99.94% | 99.94% |
06.05.2024 | 8.90% | 0.10 CHF | 0.11 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 7'576 CHF | 8'276 CHF | 99.88% | 99.88% |
03.05.2024 | 11.30% | 0.10 CHF | 0.11 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 7'605 CHF | 8'505 CHF | 100.00% | 100.00% |
02.05.2024 | 11.71% | 0.07 CHF | 0.08 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 7'271 CHF | 8'171 CHF | 100.00% | 100.00% |